A variety of one trip milling systems are known, such as shown in U.S. Pat. No. 5,109,924, issued May 5, 1992. Other examples of one trip milling systems are shown in Canadian patent applications 2,242,026 (published Jun. 30, 1998) 2,221,435 (Nov. 18, 1997); 2,225,201 (Jul. 8, 1996); 2,182,535 (Aug. 1, 1996); 2,200,937 (Mar. 25, 1997); 2,033,048 (Dec. 21, 1990); and U.S. Pat. No. 5,771,972 (Jun. 30, 1998). In general these one trip milling systems include an initial or pilot mill, followed by a second mill on the drill string, and are used in association with a whipstock that is anchored in the well by a variety of means. The pilot mill rides on the whipstock and is deflected outward into contact with casing in the well to mill an initial window. A following mill then mills the edges of the window and drilling then follows the path established by the following mill through the casing.